ITC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1725
Spot
266.40
Future
266.45
Forward
266.25
PCR (OI)
0.61
Puts 5.89 Cr / Calls 9.69 Cr
PCR (volume)
0.73
Puts 60,227 / Calls 82,003
Max pain
265
strike with least total payout to holders
Highest OI
265 CE · 250 PE
ΔOI calls +1.85 Cr · puts +76.80 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 5,175 | — | 60.38 | 0.00 | 45.00 | 215 | 0.15 | 0.00 | 42.17 | +6,900 | 32,775 | Neutral | ||||||
| Neutral | — | — | 55.19 | 0.00 | 54.95 | 220 | 0.10 | 0.00 | 36.05 | −17,250 | 2.79 L | Neutral | ||||||
| Neutral | — | — | 49.93 | 0.00 | 50.20 | 225 | 0.15 | 0.00 | 34.29 | +50,025 | 1.54 L | Neutral | ||||||
| Neutral | 6,900 | — | 37.72 | +0.80 | 36.60 | 230 | 0.20 | +0.05 | 31.86 | −1.16 L | 18.11 L | Short covering | ||||||
| · | · | · | · | · | · | · | · | · | 232.50 | 0.25 | +0.05 | 31.04 | −1.10 L | 2.88 L | Short covering | |||
| Neutral | 1,725 | — | 39.93 | 0.00 | 30.25 | 235 | 0.30 | +0.05 | 29.98 | −12,075 | 5.49 L | Short covering | ||||||
| Neutral | — | — | 37.55 | 0.00 | 30.80 | 237.50 | 0.45 | +0.20 | 30.28 | +3,450 | 2.69 L | Long buildup | ||||||
| Neutral | 5.12 L | — | 24.05 | -2.25 | 26.35 | 240 | 0.50 | +0.10 | 28.71 | +6.49 L | 23.77 L | Long buildup | ||||||
| Neutral | — | — | 33.23 | 0.00 | 26.50 | 242.50 | 0.60 | +0.15 | 27.61 | +36,225 | 11.56 L | Long buildup | ||||||
| Short covering | 50,025 | −6,900 | — | +0.10 | 21.05 | 245 | 0.75 | +0.20 | 26.76 | +2.76 L | 23.06 L | Long buildup | ||||||
| Short covering | 13,800 | −3,450 | 27.78 | +5.50 | 19.85 | 247.50 | 0.95 | +0.25 | 26.00 | +1.40 L | 6.19 L | Long buildup | ||||||
| Short buildup | 17.56 L | +1.73 L | 26.05 | -1.15 | 17.50 | 250 | 1.25 | +0.30 | 25.58 | +7.23 L | 97.53 L | Long buildup | ||||||
| Neutral | 4.54 L | −1,725 | 25.93 | -1.25 | 15.45 | 252.50 | 1.55 | +0.40 | 24.69 | +1.88 L | 14.39 L | Long buildup | ||||||
| Short buildup | 17.66 L | +46,575 | 23.13 | -1.30 | 13.00 | 255 | 1.95 | +0.40 | 23.94 | +13.71 L | 53.49 L | Long buildup | ||||||
| Long unwinding | 10.88 L | −17,250 | 22.92 | -1.35 | 11.10 | 257.50 | 2.45 | +0.50 | 23.21 | −55,200 | 21.60 L | Short covering | ||||||
| Neutral | 82.47 L | +27,600 | 22.11 | -1.20 | 9.20 | 260 | 3.15 | +0.65 | 22.86 | +12.73 L | 68.45 L | Long buildup | ||||||
| Neutral | 37.00 L | −3,450 | 21.77 | -1.30 | 7.55 | 262.50 | 3.95 | +0.80 | 22.30 | +2.66 L | 21.25 L | Long buildup | ||||||
| Short buildup | 2.00 Cr | +8.80 L | 21.56 | -0.75 | 6.10 | 265 | 4.85 | +0.75 | 21.52 | +9.35 L | 67.95 L | Long buildup | ||||||
| Short buildup | 39.07 L | +22.96 L | 21.63 | -0.70 | 4.90 | 267.50 | 6.15 | +1.00 | 21.63 | +5.21 L | 16.59 L | Long buildup | ||||||
| Short buildup | 1.78 Cr | +47.25 L | 21.80 | -0.50 | 3.90 | 270 | 7.70 | +1.20 | 22.05 | +10.38 L | 36.26 L | Long buildup | ||||||
| Short buildup | 13.75 L | +2.05 L | 22.13 | -0.40 | 3.10 | 272.50 | 9.25 | +1.30 | 21.78 | +1.76 L | 2.67 L | Long buildup | ||||||
| Short buildup | 60.34 L | +23.74 L | 22.48 | -0.30 | 2.45 | 275 | 11.15 | +1.45 | 22.38 | +65,550 | 7.09 L | Long buildup | ||||||
| Short buildup | 14.02 L | +4.33 L | 22.71 | -0.20 | 1.90 | 277.50 | 19.40 | 0.00 | 17.04 | — | 8,625 | Neutral | ||||||
| Short buildup | 97.08 L | +31.14 L | 23.46 | -0.05 | 1.55 | 280 | 15.15 | +1.60 | 22.87 | +58,650 | 16.16 L | Long buildup | ||||||
| Short buildup | 8.06 L | +2.48 L | 23.42 | -0.10 | 1.15 | 282.50 | 22.90 | 0.00 | 9.47 | — | 24,150 | Neutral | ||||||
| Neutral | 54.16 L | +2.98 L | 23.86 | 0.00 | 0.90 | 285 | 18.90 | +1.30 | 16.97 | +6,900 | 2.57 L | Long buildup | ||||||
| Neutral | 6.80 L | +1.17 L | 24.71 | 0.00 | 0.75 | 287.50 | 28.35 | 0.00 | — | — | 44,850 | Neutral | ||||||
| Neutral | 49.08 L | +26.29 L | 25.25 | 0.00 | 0.60 | 290 | 23.85 | +1.65 | 19.81 | +1.43 L | 11.25 L | Long buildup | ||||||
| · | · | · | · | · | · | · | · | · | 292.50 | 32.50 | 0.00 | — | — | 6,900 | Neutral | |||
| Neutral | 5.99 L | +67,275 | 26.51 | 0.00 | 0.40 | 295 | 28.50 | 0.00 | — | — | 51,750 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 297.50 | 34.00 | 0.00 | — | — | 8,625 | Neutral | |||
| Neutral | 38.42 L | +8.76 L | 28.26 | 0.00 | 0.30 | 300 | 33.60 | +1.95 | — | +56,925 | 19.99 L | Long buildup | ||||||
| · | · | · | · | · | · | · | · | · | 302.50 | 35.00 | 0.00 | — | — | 1,725 | Neutral | |||
| Neutral | 2.59 L | +24,150 | 29.25 | 0.00 | 0.20 | 305 | 36.35 | 0.00 | — | — | 1.35 L | Neutral | ||||||
| Neutral | 25.70 L | +8,625 | 30.72 | +0.05 | 0.15 | 310 | 44.10 | +2.95 | 38.05 | +6,900 | 30.77 L | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 6.83% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.